Lean  $LEAN_TAG$
AdvanceDeclineVolumeRatio.cs
1 /*
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3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System.Linq;
17 
19 {
20  /// <summary>
21  /// The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of
22  /// summary volume of advancing stocks to summary volume of declining stocks.
23  /// AD Volume Ratio is used in technical analysis to see where the main trading activity is focused.
24  /// </summary>
26  {
27  /// <summary>
28  /// Initializes a new instance of the <see cref="AdvanceDeclineVolumeRatio"/> class
29  /// </summary>
30  public AdvanceDeclineVolumeRatio(string name)
31  : base(name, (entries) => entries.Sum(x => x.Volume), (advance, decline) => decline == 0m ? advance : advance / decline) { }
32  }
33 }